Monte Carlo integration on GPU

被引：0
|
作者：
J. Kanzaki
机构：
[1] KEK,
来源：
The European Physical Journal C | 2011年 / 71卷
关键词：
Graphic Processing Unit; Total Cross Section; Thread Block; Monte Carlo Integration; Parton Distribution Function;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized for running on a GPU. By using W+ plus multi-gluon production processes at LHC, we test the integrated cross sections and execution time for programs written in FORTRAN and running in the CPU and those running on a GPU. The integrated results agree with each other within statistical errors. The programs run about 50 times faster on the GPU than on the CPU.
引用
收藏
相关论文
共 50 条
  • [21] MONTE CARLO INTEGRATION OF RATE EQUATIONS
    SCHAAD, LJ
    JOURNAL OF THE AMERICAN CHEMICAL SOCIETY, 1963, 85 (22) : 3588 - &
  • [22] Systematic Numbers for Monte Carlo Integration
    Moradi, Mojtaba
    AMBIENT SCIENCE, 2016, 3 (02) : 1 - 3
  • [23] Monte Carlo integration with Markov chain
    Tan, Zhiqiang
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2008, 138 (07) : 1967 - 1980
  • [24] WEIGHTED MONTE-CARLO INTEGRATION
    YAKOWITZ, S
    KRIMMEL, J
    SZIDAROVSZKY, F
    SIAM REVIEW, 1978, 20 (03) : 637 - 637
  • [25] Exponential Integration for Hamiltonian Monte Carlo
    Chao, Wei-Lun
    Solomon, Justin
    Michels, Dominik L.
    Sha, Fei
    INTERNATIONAL CONFERENCE ON MACHINE LEARNING, VOL 37, 2015, 37 : 1142 - 1151
  • [26] Monte Carlo complexity of parametric integration
    Heinrich, S
    Sindambiwe, E
    JOURNAL OF COMPLEXITY, 1999, 15 (03) : 317 - 341
  • [27] The optimal error of Monte Carlo integration
    Mathe, P
    JOURNAL OF COMPLEXITY, 1995, 11 (04) : 394 - 415
  • [28] TRAPEZOIDAL MONTE-CARLO INTEGRATION
    MASRY, E
    CAMBANIS, S
    SIAM JOURNAL ON NUMERICAL ANALYSIS, 1990, 27 (01) : 225 - 246
  • [29] Improving Monte Carlo integration by symmetrization
    Hartung, Tobias
    Jansen, Karl
    Leoevey, Hernan
    Volmer, Julia
    DIVERSITY AND BEAUTY OF APPLIED OPERATOR THEORY, 2018, 268 : 291 - 317
  • [30] A Generalization of Spatial Monte Carlo Integration
    Yasuda, Muneki
    Uchizawa, Kei
    NEURAL COMPUTATION, 2021, 33 (04) : 1037 - 1062
12345